VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 77,309
COMMITMENTS
8,710 6,952 6,312 51,260 58,753 66,282 72,017 11,027 5,292
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 16,740)
337 -54 1,638 13,687 15,252 15,662 16,836 1,078 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 9.0 8.2 66.3 76.0 85.7 93.2 14.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 11 18 21 22 51 46
Updated March 19, 2010